PREVIEW / futures_5min / 2011-12-12

all futures 5-min files

  file:    by_date/futures_5min/2011/2011-12-12.parquet
  size:    215 KB
  rows:    12,118

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2011-12-12 00:00:00	ES	Futures	1258.3	1259.06	1258.3	1258.81	85.0
2011-12-12 00:05:00	ES	Futures	1259.06	1260.56	1259.06	1260.06	266.0
2011-12-12 00:10:00	ES	Futures	1259.81	1260.31	1259.56	1260.31	30.0
2011-12-12 00:15:00	ES	Futures	1260.31	1260.56	1260.31	1260.31	26.0
2011-12-12 00:20:00	ES	Futures	1260.31	1260.81	1260.31	1260.56	123.0
2011-12-12 00:25:00	ES	Futures	1260.56	1260.81	1260.56	1260.56	55.0
2011-12-12 00:30:00	ES	Futures	1260.81	1260.81	1260.06	1260.31	104.0
2011-12-12 00:35:00	ES	Futures	1260.56	1260.56	1260.31	1260.31	44.0
2011-12-12 00:40:00	ES	Futures	1260.56	1260.56	1260.31	1260.31	25.0
2011-12-12 00:45:00	ES	Futures	1260.56	1260.81	1260.31	1260.56	30.0
2011-12-12 00:50:00	ES	Futures	1260.56	1260.56	1259.56	1259.56	305.0
2011-12-12 00:55:00	ES	Futures	1259.31	1259.81	1259.31	1259.56	29.0
2011-12-12 01:00:00	ES	Futures	1259.81	1260.31	1259.56	1260.06	131.0
2011-12-12 01:05:00	ES	Futures	1260.06	1260.06	1259.31	1259.56	303.0
2011-12-12 01:10:00	ES	Futures	1259.31	1259.56	1258.81	1258.81	283.0
2011-12-12 01:15:00	ES	Futures	1258.81	1259.31	1258.55	1258.81	247.0
2011-12-12 01:20:00	ES	Futures	1258.81	1259.06	1258.05	1258.3	204.0
2011-12-12 01:25:00	ES	Futures	1258.3	1259.06	1258.3	1258.81	64.0
2011-12-12 01:30:00	ES	Futures	1258.55	1259.06	1258.3	1258.55	67.0
2011-12-12 01:35:00	ES	Futures	1259.06	1259.06	1258.55	1258.55	10.0
2011-12-12 01:40:00	ES	Futures	1258.55	1259.31	1258.55	1259.06	136.0
2011-12-12 01:45:00	ES	Futures	1259.06	1259.56	1258.55	1259.31	66.0
2011-12-12 01:50:00	ES	Futures	1259.31	1260.06	1259.31	1260.06	132.0
2011-12-12 01:55:00	ES	Futures	1259.81	1260.06	1259.31	1259.31	255.0
2011-12-12 02:00:00	ES	Futures	1259.31	1259.31	1257.05	1257.05	713.0
2011-12-12 02:05:00	ES	Futures	1257.05	1257.8	1256.3	1257.05	494.0
2011-12-12 02:10:00	ES	Futures	1256.8	1257.3	1256.3	1256.55	355.0
2011-12-12 02:15:00	ES	Futures	1256.3	1256.55	1255.8	1256.55	742.0
2011-12-12 02:20:00	ES	Futures	1256.55	1256.55	1254.79	1255.55	751.0
2011-12-12 02:25:00	ES	Futures	1255.29	1255.55	1254.04	1254.54	816.0
2011-12-12 02:30:00	ES	Futures	1254.54	1255.55	1254.29	1255.55	500.0
2011-12-12 02:35:00	ES	Futures	1255.29	1255.8	1254.54	1254.54	212.0
2011-12-12 02:40:00	ES	Futures	1254.79	1254.79	1254.04	1254.04	203.0
2011-12-12 02:45:00	ES	Futures	1254.29	1254.79	1253.54	1253.54	914.0
2011-12-12 02:50:00	ES	Futures	1253.54	1255.04	1253.29	1254.79	585.0
2011-12-12 02:55:00	ES	Futures	1254.79	1255.8	1254.79	1255.8	530.0
2011-12-12 03:00:00	ES	Futures	1255.8	1255.8	1254.04	1254.54	1043.0
2011-12-12 03:05:00	ES	Futures	1254.54	1254.54	1252.79	1253.04	1923.0
2011-12-12 03:10:00	ES	Futures	1253.04	1256.3	1252.79	1256.3	2162.0
2011-12-12 03:15:00	ES	Futures	1256.05	1257.55	1255.8	1257.05	1241.0
2011-12-12 03:20:00	ES	Futures	1256.8	1256.8	1254.79	1255.04	763.0
2011-12-12 03:25:00	ES	Futures	1254.79	1256.05	1254.54	1255.29	574.0
2011-12-12 03:30:00	ES	Futures	1255.55	1255.8	1253.79	1253.79	842.0
2011-12-12 03:35:00	ES	Futures	1254.04	1254.04	1252.29	1253.29	2302.0
2011-12-12 03:40:00	ES	Futures	1253.29	1254.29	1253.29	1253.54	1553.0
2011-12-12 03:45:00	ES	Futures	1253.54	1254.04	1253.04	1253.79	1112.0
2011-12-12 03:50:00	ES	Futures	1254.04	1255.55	1254.04	1254.54	909.0
2011-12-12 03:55:00	ES	Futures	1254.79	1255.55	1254.29	1254.54	411.0
2011-12-12 04:00:00	ES	Futures	1254.54	1256.55	1254.54	1255.55	908.0
2011-12-12 04:05:00	ES	Futures	1255.55	1255.8	1252.79	1253.29	862.0

> showing 50 of 12,118 rows — these rows as CSV

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